-39.6%
ETHA vs FIVE
+66.9%
-106.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -14.0% | -0.5% | -13.5% | -13.9% |
| 30D | -17.4% | +17.4% | -34.8% | -19.2% |
| 3M | +10.6% | +7.0% | +3.6% | +9.5% |
| 6M | -11.2% | +20.5% | -31.7% | -13.6% |
| YTD | -30.1% | +33.1% | -63.2% | -34.7% |
| 1Y | -39.6% | +67.1% | -106.7% | -48.5% |
| All | -39.6% | +66.9% | -106.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling